We are live on ! Find out more
PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
-6.57%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$51.3B
AUM Growth
+$107M
Cap. Flow
+$4.42B
Cap. Flow %
8.61%
Top 10 Hldgs %
13.91%
Holding
4,094
New
122
Increased
1,836
Reduced
1,289
Closed
833

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$555M
2
GOOG icon
Alphabet (Google) Class C
GOOG
+$148M
3
META icon
Meta Platforms (Facebook)
META
+$114M
4
PYPL icon
PayPal
PYPL
+$111M
5
JPM icon
JPMorgan Chase
JPM
+$104M

Top Sells

Rank Stock Value
1
DTV
DIRECTV COM STK (DE)
DTV
+$131M
2
KRFT
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
+$91.1M
3
VNQ icon
Vanguard Real Estate ETF
VNQ
+$77.8M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$66.5M
5
MDT icon
Medtronic
MDT
+$49.5M

Sector Composition

Rank Sector Weight
1 Financials 14.87%
2 Healthcare 13.45%
3 Technology 12.87%
4 Consumer Discretionary 9.33%
5 Industrials 8.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TTSH
3101
DELISTED
Tile Shop Holdings
TTSH
$195K ﹤0.01%
16,246
+1,060
+7% +$14K
CIK
3102
Credit Suisse Asset Management Income Fund
CIK
$134M
$191K ﹤0.01%
+67,519
New +$200K
OREX
3103
DELISTED
Orexigen Therapeutics, Inc.
OREX
$190K ﹤0.01%
9,024
+2,915
+48% +$99.9K
AMPH icon
3104
Amphastar Pharmaceuticals
AMPH
$841M
$187K ﹤0.01%
+16,009
New +$240K
EVTC icon
3105
Evertec
EVTC
$1.89B
$186K ﹤0.01%
10,285
-25,737
-71% -$487K
III icon
3106
Information Services Group
III
$188M
$185K ﹤0.01%
47,277
-165,408
-78% -$704K
PFSI icon
3107
PennyMac Financial
PFSI
$4.4B
$185K ﹤0.01%
11,592
-2,589
-18% -$44.9K
ENLC
3108
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$185K ﹤0.01%
10,141
+98
+1% +$2.4K
FUR
3109
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$185K ﹤0.01%
12,909
-44,937
-78% -$658K
KODK icon
3110
Kodak
KODK
$785M
$184K ﹤0.01%
11,777
+1,613
+16% +$24.1K
IO
3111
DELISTED
ION Geophysical Corporation
IO
$184K ﹤0.01%
31,458
-712
-2% -$7.51K
LOCO icon
3112
El Pollo Loco
LOCO
$489M
$183K ﹤0.01%
+16,975
New +$265K
PRMW
3113
DELISTED
Primo Water Corporation
PRMW
$182K ﹤0.01%
16,786
-4,277
-20% -$46.2K
IAE
3114
Voya Asia Pacific High Dividend Equity Income Fund
IAE
$91.5M
$181K ﹤0.01%
21,144
-13,770
-39% -$136K
LXRX icon
3115
Lexicon Pharmaceuticals
LXRX
$1.05B
$181K ﹤0.01%
+16,816
New +$184K
LPG icon
3116
Dorian LPG
LPG
$1.86B
$178K ﹤0.01%
17,256
-3,269
-16% -$45.1K
JRI icon
3117
Nuveen Real Asset Income & Growth Fund
JRI
$356M
$175K ﹤0.01%
11,895
-995
-8% -$16.6K
ESI icon
3118
Element Solutions
ESI
$9.07B
$171K ﹤0.01%
13,525
-32,882
-71% -$677K
GAIN icon
3119
Gladstone Investment Corp
GAIN
$643M
$170K ﹤0.01%
24,126
-19,497
-45% -$150K
GTN icon
3120
Gray Television
GTN
$409M
$170K ﹤0.01%
13,310
-26,042
-66% -$370K
TERP
3121
DELISTED
TerraForm Power, Inc
TERP
$170K ﹤0.01%
11,981
+2,264
+23% +$60.6K
CNR
3122
DELISTED
Cornerstone Building Brands, Inc.
CNR
$168K ﹤0.01%
15,882
+304
+2% +$3.72K
CALL
3123
DELISTED
magicJack VocalTec Ltd
CALL
$168K ﹤0.01%
18,879
-6,020
-24% -$48.8K
WG
3124
DELISTED
Willbros Group
WG
$168K ﹤0.01%
133,050
-2,131
-2% -$2.23K
GLPW
3125
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
$168K ﹤0.01%
45,707
-2,787
-6% -$16.1K
123 124
125
126 127

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

Parametric Portfolio Associates's Q3 2015 Portfolio in Review

As of Q3 2015, Parametric Portfolio Associates held 4,094 positions worth $51.3B, up 0.21% from $51.2B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $4.42B of net new capital in Q3 2015, opening 122 new positions and adding to 1,836 existing holdings. Its largest new stake was PayPal: 3,096,686 shares worth $96.1M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 14% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was Vanguard Real Estate ETF, an estimated $77.8M trimmed.

  • Parametric Portfolio Associates's largest Q3 2015 buy was PayPal: 3,096,686 shares worth $96.1M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2015, an estimated $555M increase.
  • Parametric Portfolio Associates's biggest Q3 2015 reduction was Vanguard Real Estate ETF, cutting an estimated $77.8M.
  • Parametric Portfolio Associates fully exited DIRECTV COM STK (DE) in Q3 2015, selling an estimated $131M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $51.3B portfolio in Q3 2015.
  • Parametric Portfolio Associates opened 122 new positions and closed 833 in Q3 2015.
  • Parametric Portfolio Associates's portfolio value rose 0.21% quarter-over-quarter to $51.3B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2015, filed 16 Nov 2015.